MPHASIS
Mphasis Limited
Historical option data for MPHASIS
20 Dec 2024 04:12 PM IST
| MPHASIS 26DEC2024 3050 CE | ||||||||||
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Delta: 0.25
Vega: 1.21
Theta: -3.54
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 2950.60 | 18.6 | -77.00 | 33.00 | 2,154 | 264 | 495 | |||
| 19 Dec | 3117.10 | 95.6 | -54.95 | 34.31 | 377 | -22 | 230 | |||
| 18 Dec | 3176.55 | 150.55 | -1.05 | - | 3 | 0 | 252 | |||
| 17 Dec | 3181.20 | 151.6 | -13.15 | - | 14 | -5 | 253 | |||
| 16 Dec | 3197.30 | 164.75 | -8.10 | 29.77 | 8 | -1 | 258 | |||
| 13 Dec | 3195.40 | 172.85 | -3.15 | 22.80 | 33 | -7 | 260 | |||
| 12 Dec | 3190.35 | 176 | 20.70 | 35.27 | 29 | -6 | 267 | |||
| 11 Dec | 3184.55 | 155.3 | -2.85 | 19.50 | 50 | -2 | 273 | |||
| 10 Dec | 3181.80 | 158.15 | 36.15 | 24.05 | 413 | -111 | 279 | |||
| 9 Dec | 3104.60 | 122 | 42.10 | 28.41 | 1,165 | -218 | 395 | |||
| 6 Dec | 3053.95 | 79.9 | -12.00 | 25.08 | 1,261 | -29 | 615 | |||
| 5 Dec | 3051.30 | 91.9 | 16.00 | 26.94 | 1,795 | -1 | 649 | |||
| 4 Dec | 3017.70 | 75.9 | -5.00 | 27.76 | 990 | 98 | 654 | |||
| 3 Dec | 3018.95 | 80.9 | -22.85 | 28.70 | 963 | 222 | 554 | |||
| 2 Dec | 3050.00 | 103.75 | 34.25 | 30.06 | 740 | 273 | 324 | |||
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| 29 Nov | 2974.55 | 69.5 | -2.45 | 29.11 | 78 | 13 | 52 | |||
| 28 Nov | 2957.60 | 71.95 | -30.05 | 30.41 | 43 | 6 | 38 | |||
| 27 Nov | 3017.00 | 102 | 20.20 | 30.12 | 73 | 31 | 32 | |||
| 26 Nov | 2999.10 | 81.8 | -33.40 | 27.91 | 1 | 0 | 0 | |||
| 25 Nov | 2982.40 | 115.2 | 0.00 | 0.98 | 0 | 0 | 0 | |||
| 22 Nov | 2883.55 | 115.2 | 0.00 | 4.09 | 0 | 0 | 0 | |||
| 21 Nov | 2786.20 | 115.2 | 0.00 | 6.69 | 0 | 0 | 0 | |||
| 20 Nov | 2789.25 | 115.2 | 0.00 | 6.31 | 0 | 0 | 0 | |||
| 19 Nov | 2789.25 | 115.2 | 115.20 | 6.31 | 0 | 0 | 0 | |||
| 1 Nov | 2894.15 | 0 | 2.13 | 0 | 0 | 0 | ||||
For Mphasis Limited - strike price 3050 expiring on 26DEC2024
Delta for 3050 CE is 0.25
Historical price for 3050 CE is as follows
On 20 Dec MPHASIS was trading at 2950.60. The strike last trading price was 18.6, which was -77.00 lower than the previous day. The implied volatity was 33.00, the open interest changed by 264 which increased total open position to 495
On 19 Dec MPHASIS was trading at 3117.10. The strike last trading price was 95.6, which was -54.95 lower than the previous day. The implied volatity was 34.31, the open interest changed by -22 which decreased total open position to 230
On 18 Dec MPHASIS was trading at 3176.55. The strike last trading price was 150.55, which was -1.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 252
On 17 Dec MPHASIS was trading at 3181.20. The strike last trading price was 151.6, which was -13.15 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 253
On 16 Dec MPHASIS was trading at 3197.30. The strike last trading price was 164.75, which was -8.10 lower than the previous day. The implied volatity was 29.77, the open interest changed by -1 which decreased total open position to 258
On 13 Dec MPHASIS was trading at 3195.40. The strike last trading price was 172.85, which was -3.15 lower than the previous day. The implied volatity was 22.80, the open interest changed by -7 which decreased total open position to 260
On 12 Dec MPHASIS was trading at 3190.35. The strike last trading price was 176, which was 20.70 higher than the previous day. The implied volatity was 35.27, the open interest changed by -6 which decreased total open position to 267
On 11 Dec MPHASIS was trading at 3184.55. The strike last trading price was 155.3, which was -2.85 lower than the previous day. The implied volatity was 19.50, the open interest changed by -2 which decreased total open position to 273
On 10 Dec MPHASIS was trading at 3181.80. The strike last trading price was 158.15, which was 36.15 higher than the previous day. The implied volatity was 24.05, the open interest changed by -111 which decreased total open position to 279
On 9 Dec MPHASIS was trading at 3104.60. The strike last trading price was 122, which was 42.10 higher than the previous day. The implied volatity was 28.41, the open interest changed by -218 which decreased total open position to 395
On 6 Dec MPHASIS was trading at 3053.95. The strike last trading price was 79.9, which was -12.00 lower than the previous day. The implied volatity was 25.08, the open interest changed by -29 which decreased total open position to 615
On 5 Dec MPHASIS was trading at 3051.30. The strike last trading price was 91.9, which was 16.00 higher than the previous day. The implied volatity was 26.94, the open interest changed by -1 which decreased total open position to 649
On 4 Dec MPHASIS was trading at 3017.70. The strike last trading price was 75.9, which was -5.00 lower than the previous day. The implied volatity was 27.76, the open interest changed by 98 which increased total open position to 654
On 3 Dec MPHASIS was trading at 3018.95. The strike last trading price was 80.9, which was -22.85 lower than the previous day. The implied volatity was 28.70, the open interest changed by 222 which increased total open position to 554
On 2 Dec MPHASIS was trading at 3050.00. The strike last trading price was 103.75, which was 34.25 higher than the previous day. The implied volatity was 30.06, the open interest changed by 273 which increased total open position to 324
On 29 Nov MPHASIS was trading at 2974.55. The strike last trading price was 69.5, which was -2.45 lower than the previous day. The implied volatity was 29.11, the open interest changed by 13 which increased total open position to 52
On 28 Nov MPHASIS was trading at 2957.60. The strike last trading price was 71.95, which was -30.05 lower than the previous day. The implied volatity was 30.41, the open interest changed by 6 which increased total open position to 38
On 27 Nov MPHASIS was trading at 3017.00. The strike last trading price was 102, which was 20.20 higher than the previous day. The implied volatity was 30.12, the open interest changed by 31 which increased total open position to 32
On 26 Nov MPHASIS was trading at 2999.10. The strike last trading price was 81.8, which was -33.40 lower than the previous day. The implied volatity was 27.91, the open interest changed by 0 which decreased total open position to 0
On 25 Nov MPHASIS was trading at 2982.40. The strike last trading price was 115.2, which was 0.00 lower than the previous day. The implied volatity was 0.98, the open interest changed by 0 which decreased total open position to 0
On 22 Nov MPHASIS was trading at 2883.55. The strike last trading price was 115.2, which was 0.00 lower than the previous day. The implied volatity was 4.09, the open interest changed by 0 which decreased total open position to 0
On 21 Nov MPHASIS was trading at 2786.20. The strike last trading price was 115.2, which was 0.00 lower than the previous day. The implied volatity was 6.69, the open interest changed by 0 which decreased total open position to 0
On 20 Nov MPHASIS was trading at 2789.25. The strike last trading price was 115.2, which was 0.00 lower than the previous day. The implied volatity was 6.31, the open interest changed by 0 which decreased total open position to 0
On 19 Nov MPHASIS was trading at 2789.25. The strike last trading price was 115.2, which was 115.20 higher than the previous day. The implied volatity was 6.31, the open interest changed by 0 which decreased total open position to 0
On 1 Nov MPHASIS was trading at 2894.15. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 2.13, the open interest changed by 0 which decreased total open position to 0
| MPHASIS 26DEC2024 3050 PE | |||||||
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Delta: -0.75
Vega: 1.21
Theta: -2.65
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 2950.60 | 105.15 | 80.30 | 32.63 | 3,577 | -82 | 331 |
| 19 Dec | 3117.10 | 24.85 | 10.10 | 29.68 | 1,859 | 66 | 417 |
| 18 Dec | 3176.55 | 14.75 | 1.65 | 35.40 | 562 | 67 | 354 |
| 17 Dec | 3181.20 | 13.1 | -0.45 | 31.48 | 602 | -4 | 292 |
| 16 Dec | 3197.30 | 13.55 | -0.05 | 30.12 | 614 | -14 | 298 |
| 13 Dec | 3195.40 | 13.6 | -5.40 | 28.00 | 432 | 5 | 314 |
| 12 Dec | 3190.35 | 19 | -2.75 | 28.00 | 304 | 2 | 308 |
| 11 Dec | 3184.55 | 21.75 | -6.10 | 29.13 | 396 | 6 | 306 |
| 10 Dec | 3181.80 | 27.85 | -19.15 | 30.72 | 888 | 50 | 306 |
| 9 Dec | 3104.60 | 47 | -25.00 | 30.53 | 403 | 35 | 258 |
| 6 Dec | 3053.95 | 72 | -2.40 | 28.20 | 496 | 8 | 226 |
| 5 Dec | 3051.30 | 74.4 | -20.30 | 29.71 | 419 | 11 | 218 |
| 4 Dec | 3017.70 | 94.7 | -5.25 | 29.72 | 202 | 32 | 208 |
| 3 Dec | 3018.95 | 99.95 | 9.65 | 30.93 | 248 | 80 | 175 |
| 2 Dec | 3050.00 | 90.3 | -32.65 | 32.14 | 136 | 62 | 95 |
| 29 Nov | 2974.55 | 122.95 | -25.60 | 28.42 | 45 | 23 | 32 |
| 28 Nov | 2957.60 | 148.55 | 35.55 | 34.43 | 6 | 0 | 8 |
| 27 Nov | 3017.00 | 113 | -12.00 | 33.10 | 12 | 6 | 8 |
| 26 Nov | 2999.10 | 125 | -126.80 | 31.77 | 4 | 1 | 1 |
| 25 Nov | 2982.40 | 251.8 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 2883.55 | 251.8 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 2786.20 | 251.8 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 2789.25 | 251.8 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 2789.25 | 251.8 | 251.80 | - | 0 | 0 | 0 |
| 1 Nov | 2894.15 | 0 | - | 0 | 0 | 0 | |
For Mphasis Limited - strike price 3050 expiring on 26DEC2024
Delta for 3050 PE is -0.75
Historical price for 3050 PE is as follows
On 20 Dec MPHASIS was trading at 2950.60. The strike last trading price was 105.15, which was 80.30 higher than the previous day. The implied volatity was 32.63, the open interest changed by -82 which decreased total open position to 331
On 19 Dec MPHASIS was trading at 3117.10. The strike last trading price was 24.85, which was 10.10 higher than the previous day. The implied volatity was 29.68, the open interest changed by 66 which increased total open position to 417
On 18 Dec MPHASIS was trading at 3176.55. The strike last trading price was 14.75, which was 1.65 higher than the previous day. The implied volatity was 35.40, the open interest changed by 67 which increased total open position to 354
On 17 Dec MPHASIS was trading at 3181.20. The strike last trading price was 13.1, which was -0.45 lower than the previous day. The implied volatity was 31.48, the open interest changed by -4 which decreased total open position to 292
On 16 Dec MPHASIS was trading at 3197.30. The strike last trading price was 13.55, which was -0.05 lower than the previous day. The implied volatity was 30.12, the open interest changed by -14 which decreased total open position to 298
On 13 Dec MPHASIS was trading at 3195.40. The strike last trading price was 13.6, which was -5.40 lower than the previous day. The implied volatity was 28.00, the open interest changed by 5 which increased total open position to 314
On 12 Dec MPHASIS was trading at 3190.35. The strike last trading price was 19, which was -2.75 lower than the previous day. The implied volatity was 28.00, the open interest changed by 2 which increased total open position to 308
On 11 Dec MPHASIS was trading at 3184.55. The strike last trading price was 21.75, which was -6.10 lower than the previous day. The implied volatity was 29.13, the open interest changed by 6 which increased total open position to 306
On 10 Dec MPHASIS was trading at 3181.80. The strike last trading price was 27.85, which was -19.15 lower than the previous day. The implied volatity was 30.72, the open interest changed by 50 which increased total open position to 306
On 9 Dec MPHASIS was trading at 3104.60. The strike last trading price was 47, which was -25.00 lower than the previous day. The implied volatity was 30.53, the open interest changed by 35 which increased total open position to 258
On 6 Dec MPHASIS was trading at 3053.95. The strike last trading price was 72, which was -2.40 lower than the previous day. The implied volatity was 28.20, the open interest changed by 8 which increased total open position to 226
On 5 Dec MPHASIS was trading at 3051.30. The strike last trading price was 74.4, which was -20.30 lower than the previous day. The implied volatity was 29.71, the open interest changed by 11 which increased total open position to 218
On 4 Dec MPHASIS was trading at 3017.70. The strike last trading price was 94.7, which was -5.25 lower than the previous day. The implied volatity was 29.72, the open interest changed by 32 which increased total open position to 208
On 3 Dec MPHASIS was trading at 3018.95. The strike last trading price was 99.95, which was 9.65 higher than the previous day. The implied volatity was 30.93, the open interest changed by 80 which increased total open position to 175
On 2 Dec MPHASIS was trading at 3050.00. The strike last trading price was 90.3, which was -32.65 lower than the previous day. The implied volatity was 32.14, the open interest changed by 62 which increased total open position to 95
On 29 Nov MPHASIS was trading at 2974.55. The strike last trading price was 122.95, which was -25.60 lower than the previous day. The implied volatity was 28.42, the open interest changed by 23 which increased total open position to 32
On 28 Nov MPHASIS was trading at 2957.60. The strike last trading price was 148.55, which was 35.55 higher than the previous day. The implied volatity was 34.43, the open interest changed by 0 which decreased total open position to 8
On 27 Nov MPHASIS was trading at 3017.00. The strike last trading price was 113, which was -12.00 lower than the previous day. The implied volatity was 33.10, the open interest changed by 6 which increased total open position to 8
On 26 Nov MPHASIS was trading at 2999.10. The strike last trading price was 125, which was -126.80 lower than the previous day. The implied volatity was 31.77, the open interest changed by 1 which increased total open position to 1
On 25 Nov MPHASIS was trading at 2982.40. The strike last trading price was 251.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Nov MPHASIS was trading at 2883.55. The strike last trading price was 251.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Nov MPHASIS was trading at 2786.20. The strike last trading price was 251.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Nov MPHASIS was trading at 2789.25. The strike last trading price was 251.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Nov MPHASIS was trading at 2789.25. The strike last trading price was 251.8, which was 251.80 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Nov MPHASIS was trading at 2894.15. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
